Brevan Howard Capital Management LP

Q1 2024 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
962
Total value ($000)
$11,097,711
Net value change ($000)
+2,914,736 (35.6%)
New positions
407
Sold out positions
450
Turnover %
69.5%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
WDAY 30,545 3188.4%
CME 22,079 NEW
PIONEER NATURAL RESOURCES CO 21,904 6781.4%
SMH 19,033 NEW
KKR 17,994 NEW
CRWD 15,510 3509.0%
AHC 13,310 200.5%
APO 12,518 NEW
GM 12,171 1100.5%
MSFT 11,413 769.6%
Top Reduces (Value $000, Stocks/ETFs)
EMB -107,317 -100.0%
HYG -38,695 -100.0%
HD -13,860 -82.8%
SPIB -11,491 -100.0%
LQD -8,631 -100.0%
SPLUNK INC -8,057 -100.0%
QQQ -7,457 -30.0%
VLO -4,327 -87.9%
BA -4,136 -100.0%
SCHD -4,076 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 9,996,828 (90.1% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type